ECBOT 10 Year T-Note Future December 2011
Trading Metrics calculated at close of trading on 18-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
122-270 |
123-140 |
0-190 |
0.5% |
122-050 |
High |
123-140 |
123-210 |
0-070 |
0.2% |
123-270 |
Low |
122-270 |
123-110 |
0-160 |
0.4% |
122-050 |
Close |
123-140 |
123-160 |
0-020 |
0.1% |
123-140 |
Range |
0-190 |
0-100 |
-0-090 |
-47.4% |
1-220 |
ATR |
0-202 |
0-195 |
-0-007 |
-3.6% |
0-000 |
Volume |
392 |
1,860 |
1,468 |
374.5% |
4,340 |
|
Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-140 |
124-090 |
123-215 |
|
R3 |
124-040 |
123-310 |
123-188 |
|
R2 |
123-260 |
123-260 |
123-178 |
|
R1 |
123-210 |
123-210 |
123-169 |
123-235 |
PP |
123-160 |
123-160 |
123-160 |
123-172 |
S1 |
123-110 |
123-110 |
123-151 |
123-135 |
S2 |
123-060 |
123-060 |
123-142 |
|
S3 |
122-280 |
123-010 |
123-132 |
|
S4 |
122-180 |
122-230 |
123-105 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-067 |
127-163 |
124-117 |
|
R3 |
126-167 |
125-263 |
123-288 |
|
R2 |
124-267 |
124-267 |
123-239 |
|
R1 |
124-043 |
124-043 |
123-190 |
124-155 |
PP |
123-047 |
123-047 |
123-047 |
123-102 |
S1 |
122-143 |
122-143 |
123-090 |
122-255 |
S2 |
121-147 |
121-147 |
123-041 |
|
S3 |
119-247 |
120-243 |
122-312 |
|
S4 |
118-027 |
119-023 |
122-163 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-270 |
122-270 |
1-000 |
0.8% |
0-184 |
0.5% |
66% |
False |
False |
959 |
10 |
123-270 |
120-200 |
3-070 |
2.6% |
0-216 |
0.5% |
89% |
False |
False |
1,232 |
20 |
123-270 |
120-120 |
3-150 |
2.8% |
0-184 |
0.5% |
90% |
False |
False |
1,246 |
40 |
123-270 |
120-030 |
3-240 |
3.0% |
0-106 |
0.3% |
91% |
False |
False |
632 |
60 |
123-270 |
117-160 |
6-110 |
5.1% |
0-070 |
0.2% |
95% |
False |
False |
422 |
80 |
123-270 |
115-280 |
7-310 |
6.5% |
0-053 |
0.1% |
96% |
False |
False |
317 |
100 |
123-270 |
115-210 |
8-060 |
6.6% |
0-042 |
0.1% |
96% |
False |
False |
254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-315 |
2.618 |
124-152 |
1.618 |
124-052 |
1.000 |
123-310 |
0.618 |
123-272 |
HIGH |
123-210 |
0.618 |
123-172 |
0.500 |
123-160 |
0.382 |
123-148 |
LOW |
123-110 |
0.618 |
123-048 |
1.000 |
123-010 |
1.618 |
122-268 |
2.618 |
122-168 |
4.250 |
122-005 |
|
|
Fisher Pivots for day following 18-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
123-160 |
123-133 |
PP |
123-160 |
123-107 |
S1 |
123-160 |
123-080 |
|